Gold or Bonds? Optimal S&P 500 Hedges in Shifting Macro Regimes
Published:
This article explores how to hedge the S&P 500 using gold and US Treasuries across different economic regimes.
Posts by Tags
Asset Allocation
Data Science
Cutting Through the Curse of Dimensionality
Published:
This article explores the fundamental intuition of dimensionality reduction techniques.
Machine Learning
Cutting Through the Curse of Dimensionality
Published:
This article explores the fundamental intuition of dimensionality reduction techniques.
Macro Strategy
Gold or Bonds? Optimal S&P 500 Hedges in Shifting Macro Regimes
Published:
This article explores how to hedge the S&P 500 using gold and US Treasuries across different economic regimes.
Market Microstructure
Performance Analysis of a Market-Making Strategy in Quantitative Trading
Published:
This article demonstrates the analysis of a market-making strategy’s performance based on market data and trade fills.
Mathematics
Cutting Through the Curse of Dimensionality
Published:
This article explores the fundamental intuition of dimensionality reduction techniques.
Performance Analysis
Performance Analysis of a Market-Making Strategy in Quantitative Trading
Published:
This article demonstrates the analysis of a market-making strategy’s performance based on market data and trade fills.
Portfolio Hedging
Gold or Bonds? Optimal S&P 500 Hedges in Shifting Macro Regimes
Published:
This article explores how to hedge the S&P 500 using gold and US Treasuries across different economic regimes.
Quantitative Trading
Performance Analysis of a Market-Making Strategy in Quantitative Trading
Published:
This article demonstrates the analysis of a market-making strategy’s performance based on market data and trade fills.